ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 07-Feb-2024

Day Change Summary
	Previous	Current
	06-Feb-2024	07-Feb-2024	Change	Change %	Previous Week
Open	107-105	107-205	0-100	0.3%	107-262
High	107-230	107-265	0-035	0.1%	108-300
Low	107-090	107-165	0-075	0.2%	107-230
Close	107-205	107-180	-0-025	-0.1%	107-272
Range	0-140	0-100	-0-040	-28.6%	1-070
ATR	0-160	0-156	-0-004	-2.7%	0-000
Volume	1,379,397	1,067,595	-311,802	-22.6%	9,036,225

Daily Pivots for day following 07-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	108-183	108-122	107-235
R3	108-083	108-022	107-208
R2	107-303	107-303	107-198
R1	107-242	107-242	107-189	107-222
PP	107-203	107-203	107-203	107-194
S1	107-142	107-142	107-171	107-122
S2	107-103	107-103	107-162
S3	107-003	107-042	107-152
S4	106-223	106-262	107-125

Weekly Pivots for week ending 02-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	111-264	111-018	108-167
R3	110-194	109-268	108-060
R2	109-124	109-124	108-024
R1	108-198	108-198	107-308	109-001
PP	108-054	108-054	108-054	108-116
S1	107-128	107-128	107-237	107-251
S2	106-304	106-304	107-201
S3	105-234	106-058	107-165
S4	104-164	104-308	107-058

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-300	107-080	1-220	1.6%	0-184	0.5%	19%	False	False	1,576,702
10	108-300	107-080	1-220	1.6%	0-163	0.5%	19%	False	False	1,527,429
20	108-300	107-080	1-220	1.6%	0-149	0.4%	19%	False	False	1,399,597
40	108-315	106-242	2-072	2.1%	0-145	0.4%	36%	False	False	1,233,792
60	108-315	105-050	3-265	3.6%	0-151	0.4%	63%	False	False	1,274,887
80	108-315	104-040	4-275	4.5%	0-148	0.4%	71%	False	False	957,700
100	108-315	104-040	4-275	4.5%	0-125	0.4%	71%	False	False	766,163
120	108-315	104-040	4-275	4.5%	0-105	0.3%	71%	False	False	638,470

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	109-050
2.618	108-207
1.618	108-107
1.000	108-045
0.618	108-007
HIGH	107-265
0.618	107-227
0.500	107-215
0.382	107-203
LOW	107-165
0.618	107-103
1.000	107-065
1.618	107-003
2.618	106-223
4.250	106-060

Fisher Pivots for day following 07-Feb-2024
Pivot	1 day	3 day
R1	107-215	107-178
PP	107-203	107-176
S1	107-192	107-174

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These figures are updated between 7pm and 10pm EST after a trading day.

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